Liquidity Risk Manager

My client, a leading global investment bank, is looking to recruit an experienced Liquidity Risk Manager to join their ALM team.

The role involves extensive liaison with treasury, risk and business units. The role holder will effectively have ownership of the liquidity stress test regime and will be responsible for review and any required re-engineering of the bank's internal liquidity stress tests together with oversight of the stress testing required for regulatory purposes; this includes documentation of the stress test methodology and presentation to the business as required.

Also included is maintaining the business requirements documentation for the in house liquidity system together with performing and managing the UAT and regression testing for the liquidity stress tests.

In addition the role holder will be responsible for the parameterisation of the liquidity stress tests including documentation, validation and backtesting.

The role holder will be responsible for any projects within the liquidity stress testing framework and in the coming year this will involve ensuring the bank meets the EBA collateral requirements for liquidity

The candidate will be expected to keep abreast with developments within the banking environment specifically within liquidity and regulatory developments and with best practice for liquidity stress testing.

The successful candidate will have:

At least 7 years experience working for an investment bank

In depth knowledge and proven history of liquidity risk management and stress testing

Good knowledge of banking products both assets and liabilities

Good quantitative and problem solving skills

A clear and effective communicator both written and oral

Ability to deliver practical solutions in a demanding high-pressure environment

If you are interested in this position and meet the criteria please get in touch.

January 20, 2014 • Tags:  • Posted in: Financial

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